I'm having the same issue. Here's two other threads about the same bug, going back to October 2018.
https://forums.obsidian.net/topic/106448-drowned-kingdom-stalled-missing-wandering-soulcredit
https://forums.obsidian.net/topic/106424-drowned-kingdom-collected-wondering-soul-but-did-not-get-credit-so-quest-cannot-complete
One mentions a save was sent off to QA and Area Design, so given it hasn't been patched yet, I'd guess your best bet is to start the level again.
Also, as those threads mention, as long as you drain the first water area using the first conch you come across, all the soul fragments should appear, and you should be able to progress normally from there.